Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction /
"Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of nonstandard an...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Cambridge :
Cambridge University Press,
©2012.
|
Colección: | Cambridge tracts in mathematics ;
191. |
Temas: | |
Acceso en línea: | Texto completo |